+260.9%
HD vs CF
+557.2%
-296.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -2.5% |
| 7D | +6.4% | +0.4% | +6.0% | +6.2% |
| 30D | +22.1% | +2.2% | +19.9% | +21.5% |
| 3M | -0.2% | +2.1% | -2.3% | -1.0% |
| 6M | +12.6% | -6.5% | +19.1% | +12.7% |
| YTD | +3.9% | +55.6% | -51.7% | -7.2% |
| 1Y | -3.7% | +42.3% | -46.0% | -12.5% |
| 3Y | +27.9% | +55.7% | -27.9% | +11.7% |
| 5Y | +7.8% | +122.4% | -114.6% | -18.1% |
| All | +260.9% | +557.2% | -296.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling